• Communications for Statistical Applications and Methods
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• 제29권5호
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• pp.547-559
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• 2022

For a chi-squared test, which is a statistical method used to test the independence of a contingency table of two factors, the expected frequency of each cell must be greater than 5. The percentage of cells with an expected frequency below 5 must be less than 20% of all cells. However, there are many cases in which the regional expected frequency is below 5 in general small area studies. Even in large-scale surveys, it is difficult to forecast the expected frequency to be greater than 5 when there is small area estimation with subgroup analysis. Another statistical method to test independence is to use the Bayes factor, but since there is a high ratio of data dependency due to the nature of the Bayesian approach, the low expected frequency tends to decrease the precision of the test results. To overcome these limitations, we will borrow information from areas with similar characteristics and pool the data statistically to propose a pooled Bayes test of independence in target areas. Jo et al. (2021) suggested hierarchical Bayesian pooling models for small area estimation of categorical data, and we will introduce the pooled Bayes factors calculated by expanding their restricted pooling model. We applied the pooled Bayes factors using bone mineral density and body mass index data from the Third National Health and Nutrition Examination Survey conducted in the United States and compared them with chi-squared tests often used in tests of independence.

• 반도체디스플레이기술학회지
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• 제22권2호
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• pp.112-119
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• 2023

In urban environments, signals of Global Positioning System (GPS) can be blocked and reflected by tall buildings, large vehicles, and complex components of road network. Therefore, the performance of the positioning system using the GPS module in urban areas can be degraded due to the loss of GPS signals necessary for the position estimation. To deal with this issue, various localization schemes using inertial measurement unit (IMU) sensors, such as gyroscope and accelerometer, and Bayesian filters, such as Kalman filter (KF) and particle filter (PF), have been designed to enhance the performance of the GPS-based positioning system. Among Bayesian filters, the PF has been widely used for the target tracking and vehicle navigation, since it can provide superior performance in estimating the state of a dynamic system under nonlinear/non-Gaussian circumstance. This paper presents a positioning system that uses the double-stacked particle filter (DSPF) as well as the accelerometer, gyroscope, and GPS receiver on the smartphone to provide higher pedestrian positioning accuracy in urban environments. The DSPF employs a nonparametric technique (Parzen-window) to create the multimodal target distribution that approximates the posterior distribution. Experimental results show that the DSPF-based positioning system can provide the significant improvement of the pedestrian position estimation in urban environments.

• 응용통계연구
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• 제30권5호
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• pp.665-679
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• 2017

생산성 평가를 위해서는 주어진 생산 자료를 기반으로 투입 대비 최대산출량을 나타내는 최대산출량을 나타내는 생산 프런티어 곡선에 대한 정보가 필요한 경우가 많다. 이러한 프런티어 함수를 확률프런티어 모형하에서 추정하는 경우에 초기에는 프런티어 함수의 특정한 모수적 형테를 가정하는 경우가 많았다. 그러나 최근에는 프런티어 함수를 프런티어 함수가 기본적으로 만족해야 하는 단조성이나 오목성등을 만족하도록 하면서 비모수적 방법으로 추정하는 방법들이 많이 이루어졌다. 하지만, 이러한 방법들에서 얻어지는 추정량들은 프런티어 함수를 조각적 선형함수 또는 계단함수로 추정하는 특징 때문에 추정의 효율이 떨어지나가 프런티어 함수가 해석이 용이하지 않은 불연속점을 가지는 문제를 가지게 된다. 본 논문에서는 이러한 문제를 해결하기 위해 확률프런티어 모형에서 단조증가하는 매끄러운 프런티어 함수 추정법을 제시하고 제안된 추정방법이 기존의 추정방법에 비해서 가지는 추정 효율의 장점을 시뮬레이션를 통해 예시하였다.

• 한국전산구조공학회논문집
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• 제32권1호
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• pp.55-63
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• 2019

공학문제에서 많은 확률 변수들은 상관성을 가지고 있고, 입력변수의 상관성은 기계시스템의 통계적 성능 분석 결과에 큰 영향을 미친다. 하지만, 상관 변수들은 결합분포함수를 모델링하기 어렵다는 이유로 종종 독립변수로 취급되거나 특정한 모수적 모델로 표현되는 경우가 많으며, 특히 데이터가 적은 경우 결합분포함수를 정확히 모델링하는데 더 큰 어려움이 있다. 본 연구에서 개발된 경계데이터를 이용한 다변량 커널밀도추정은 비선형성을 갖는 다양한 형태의 다변량 확률 분포 추정을 위해 개발되었다. 다변량 커널밀도추정은 주어진 데이터와 균등분포함수의 파라미터의 신뢰구간으로부터 생성된 경계데이터를 결합하여 데이터의 질과 수에 덜 민감하다. 따라서 제안된 방법은 보수적인 통계모델링과 신뢰성 해석 결과를 도출할 수 있으며, 통계시뮬레이션과 공학예제를 통해 그 성능을 검증하였다.

• 아태비즈니스연구
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• 제11권3호
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• pp.243-260
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• 2020

Purpose - This paper aims to investigate the properties of crude oil based derivative security (DLS) focusing on step-down type for comprehensive understanding of its risk. Design/methodology/approach - Kernel estimation is conducted to figure out statistical feature of the process of oil price. We simulate oil price paths based on kernel estimation results and derive probabilities of hitting the barrier and early redemption. Findings - The amount of issuance for crude oil based DLS is relatively low when base prices are below $40 while it is high when base prices are around $60 or $100, which is not consistent with kernel estimation results showing that oil futures prices tend to revert toward $46.14 and the mean-reverting speed is faster as oil price is lower. The analysis based on simulated oil price paths reveals that probability of early redemption is below 50% for DLS with high base prices and the ratio of the probability of early redemption to the probability of hitting barrier is remarkably low compared to the case for DLS with low base prices, as the chance of early redemption is deferred. Research implications or Originality - Empirical results imply that the level of the base price is a crucial factor of the risk for DLS, thus introducing a time-varying knock-in barrier, which is similar to adjust the base price, merits consideration to enhance protection for DLS investors.

• Journal of the Korean Data and Information Science Society
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• 제27권5호
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• pp.1253-1262
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• 2016

위험률에 변화점이 존재할 경우 위험률 변화점에 대한 추정 정확한 모수 추정을 위해 매우 필요하다. 본 연구에서는 한 개 위험률 변화점이 존재하는 경우 위험률의 변화점 추정량에 대한 비교 연구를 수행하였다. 우도함수에 기반한 모수적 방법인 Matthews와 Farewell (1982) 위험률 변화점 추정량과 Nelson-Aalen 누적 위험률에 기반한 비모수적 방법의 Zhang 등 (2014) 위험률 변화점 통계량을 고찰하여 특성을 파악하였다. 모의실험에서 지수분포를 따르는 생존데이터에 대해 위험률 변화점이 한 개 있는 경우 중도절단이 없는 경우와 중도절단이 있는 경위험률 추정량의 능력을 평균제곱오차를 계산하여 비교하였다. 실제 데이터에 대한 적용으로 백혈병 생존데이터와 원발성 담백증 경화 생존데이터에 대해 위험률 변화점을 추정하고 비교해 보았다.

• 한국수자원학회논문집
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• 제36권2호
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• pp.315-324
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• 2003

하천유지유량 설정에 최소한의 기준이 되는 갈수량을 결정하기 위하여 하천유량 자료를 검토하고 확률갈수량을 추정하였다. 확률갈수량은 모수적 방법과 비모수적 방법을 사용하여 산정하였으며, Monte Carlo 모의실험을 통하여 비교·분석하였다. 한강유역 13개 지점의 갈수량에 대한 빈도 해석을 실시한 결과, 유역 전체에 대한 확률분포 형은 3가지 분포형, 즉 2모수 gamma, 2모수 lognormal, 그리고 2모수 Weibull 분포가 한강 전지점의 주요 분포형으로 나타났다. 모집단과 같은 확률분포형의 상대편의와 상대평균제곱근오차가 가장 작게 나타났으며, 내삽범 위에서 비모수적 방법이 통계적 거동특성(상대편의와 상대평균제곱근오차)이 좋은 것으로 나타났다. RRMSE에 있어서 비모수적 방법중에서 PM 기법이 가장 작게 나타났으며, SJ 기법이 비모수적 방법 가운데 가장 크게 나타났다.

• Osong Public Health and Research Perspectives
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• 제5권4호
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• pp.187-192
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• 2014

Objectives: Measurement of the incidence of the human immunodeficiency virus (HIV) is very important for epidemiological studies. Here, we determined the recency period with the AxSYM avidity assay and the BED-capture enzyme immunoassay (BED-CEIA) in Korean seroconverters. Methods: Two hundred longitudinal specimens from 81 seroconverters with incident HIV infections that had been collected at the Korea National Institute of Health were subjected to the AxSYM avidity assay (cutoff = 0.8) and BED-CEIA (cutoff = 0.8). The statistical method used to estimate the recency period in recent HIV infections was nonparametric survival analyses. Sensitivity and specificity were calculated for 10-day increments from 120 days to 230 days to determine the recency period. Results: The mean recency period of the avidity assay and BED-CEIA using a survival method was 158 days [95% confidence interval (CI), 135-181 days] and 189 days (95% CI, 170-208 days), respectively. Based on the use of sensitivity and specificity, the mean recency period for the avidity assay and BED-CEIA was 150 days and 200 days, respectively. Conclusion: We determined the recency period to estimate HIV incidence in Korea. These data showed that the nonparametric survival analysis often led to shorter recency periods than analysis of sensitivity and specificity as a new method. These findings suggest that more data from seroconverters and other methodologies are needed to determine the recency period for estimating HIV incidence.

• 응용통계연구
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• 제22권2호
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• pp.355-364
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• 2009

A simple method is proposed for constructing nonparametric confidence intervals for the difference or ratio of two median failure times. The method applies when clustered survival data with censoring is randomized either (I) under cluster randomization or (II) subunit randomization. This method is simple to calculate and is based on non-parametric density estimation. The proposed method is illustrated with the otology study data and HL-A antigen study data. Moreover, the simulation results are reported for practical sample sizes.

• Journal of the Korean Statistical Society
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• 제30권2호
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• pp.193-217
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• 2001

Despite of the rich literature in discriminant analysis, this complicated subject remains much to be explored. In this article, we study the theoretical foundation that supports Fisher's linear discriminant analysis (LDA) by setting up the classification problem under the dimension reduction framework as in Li(1991) for introducing sliced inverse regression(SIR). Through the connection between SIR and LDA, our theory helps identify sources of strength and weakness in using CRIMCOORDS(Gnanadesikan 1977) as a graphical tool for displaying group separation patterns. This connection also leads to several ways of generalizing LDA for better exploration and exploitation of nonlinear data patterns.